+19.4%
MCD vs HPQ
+39.0%
-19.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -1.3% |
| 7D | -2.9% | +2.2% | -5.1% | -3.1% |
| 30D | -6.7% | +9.7% | -16.5% | -7.6% |
| 3M | -9.6% | +32.7% | -42.3% | -12.0% |
| 6M | -22.3% | +77.7% | -100.0% | -27.0% |
| YTD | -15.4% | +51.0% | -66.4% | -19.2% |
| 1Y | -16.8% | +18.4% | -35.2% | -18.4% |
| 3Y | -2.4% | +25.6% | -28.0% | -6.9% |
| 5Y | +19.4% | +38.6% | -19.3% | +11.2% |
| All | +19.4% | +39.0% | -19.7% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling